Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1036758.1503 | 772934.147 | 263824.0033 | 26616166.9123 | 5514539.2105 | 21101627.7018 |
Total P&L (%) | 1036.7582 | 772.9341 | 263.824 | 26616.1669 | 5514.5392 | 21101.6277 |
Avg Daily Profit (%) | 0.4302 | 0.3207 | 0.1095 | 0.2321 | 0.1673 | 0.2225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69285 | -60299 | -70704 | -28538982 | -24303626 | -15148472 |
Profit Factor | 2.5631 | 3.3869 | 1.7772 | 1.2182 | 1.0868 | 1.3609 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 42.7536 | 39.1304 | 46.3768 | 42.7536 | 39.1304 | 46.3768 |
Ratio Avg Win / Avg Loss | 3.432 | 5.2686 | 2.0549 | 1.6311 | 1.6906 | 1.5735 |
Largest Winning Trade | 315004 | 315004 | 76349 | 18487055 | 18487055 | 10033748 |
Largest Losing Trade | -26267 | -21282 | -26267 | -12256632 | -5707629 | -12256632 |
Avg Bars in Trades | 51 | 41 | 60 | 51 | 41 | 60 |
Avg Bars in Winners | 83 | 71 | 93 | 83 | 71 | 93 |
Avg Bars in Losers | 27 | 22 | 32 | 27 | 22 | 32 |
Bars Traded | 7069 | 2866 | 4203 | 7069 | 2866 | 4203 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447823 | -90638 | -146841 | 235972 | -222331 | -93570 |
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{ "first_band": { "type": "dcm", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 16, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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